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Long Memory Affine Term Structure Models

Paolo Zaffaroni has a summa cum laude degree in economic statistics from Roma and holds a PhD in Econometrics from the London School of Economics.
Event information
Date 1 May 2013
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

He is Professor in Financial Econometrics at Imperial College Business School. Paolo's main research interests are financial econometrics and econometric theory as well as risk management and asset allocation. His publications include The Annals of Statistics, The Journal of Econometrics, The Journal of Time Series Analysis, The Journal of Empirical Finance, The Journal of Monetary Economics and Econometric Theory.

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